Discussion Papers 1991
No. 9101: Bounds on the Effect of Heteroscedasticity on the Chow Test for Structural Changeby David Giles and Offer Lieberman
No. 9102: The Optimal Size of a Preliminary Test for Linear Restrictions when Estimating the Regression Scale Parameterby Judith A. Giles and Offer Lieberman
No. 9103: Some Properties of the Durbin-Watson Test Alter a Preliminary t-Testby David Giles and Offer Lieberman
No. 9104: Preliminary-Test Estimation of the Regression Scale Parameter when the Loss Function is Asymmetric, by Judith A. Giles and David E. A. Giles.
No. 9105: On an Index of Poverty, by Manimay Sengupta and Prasanta K. Pattanaik.
No. 9106: Cartels May Be Good For You, by Michael Carter and Julian Wright.
No. 9107: Lp-Norm Consistencies of Nonparametric Estimates of Regression, Heteroskedasticity and Variance of Regression Estimate when Distribution of Regression is Known, by Radhey S. Singh.
No. 9108: Optimal Telecommunications Tariffs and the CCITT, by Michael Carter and Julian Wright.
No. 9109: Price Indices: Systems Estimation and Tests, by David Giles and Ewen McCann.
No. 9110: The Limiting Power of Point Optimal Autocorrelation Tests, by John P. Small.
No. 9111: The Exact Power of Some Autocorrelation Tests When the Disturbances are Heteroscedastic, by John P. Small.
No. 9112: Some Consequences of Using the Chow Test in the Context of Autocorrelated Disturbances, by David Giles and Murray Scott.
No. 9113: The Exact Distribution of R when the Disturbances are Autocorrelated, by Mark L. Carrodus and David E. A. Giles.
No. 9114: Optimal Critical Values of a Preliminary Test for Linear Restrictions in a Regression Model with Multivariate Student-t Disturbances, by Jason K. Wong and Judith A. Giles.
No. 9115: Pre-Test Estimation in a Regression Model with a Misspecified Error Covariance Matrix, by K. V. Albertson.
No. 9116: Estimation of the Scale Parameter After a Pre-test for Homogeneity in a Mis-specified Regression Model, by Judith A. Giles.